Cochrane–Orcutt estimation is a procedure in econometrics, which adjusts a linear model for serial correlation in the error term. Developed in the 1940s...

Prais and Christopher Winsten in 1954, it is a modification of Cochrane–Orcutt estimation in the sense that it does not lose the first observation, which...

Wisconsin–Madison, and is known for developing the Cochrane–Orcutt estimation procedure. A native of Michigan, Orcutt earned his bachelor's, master's and doctorate...

Melbourne, and is known for developing the Cochrane–Orcutt estimation procedure. A native of Melbourne, Cochrane graduated from the University of Melbourne...

Autocorrelation of a formal word Autocorrelation technique Autocorrelator Cochrane–Orcutt estimation (transformation for autocorrelated error terms) Correlation function...

Cochran–Armitage test for trend Cochran–Mantel–Haenszel statistics Cochrane–Orcutt estimation Coding (social sciences) Coefficient of coherence – redirects...

in the error term. It is an iterative procedure related to the Cochrane–Orcutt estimation. The idea is to repeatedly apply ordinary least squares to y t...

Multinomial probit Ordered probit Poisson regression Maximum likelihood Cochrane–Orcutt estimation Numerical methods for linear least squares F-test t-test Lack-of-fit...

their "Prais–Winsten estimation". They formulated the econometric equation as a modification to the "Cochrane–Orcutt estimation" equation; it is believed...

serial correlation of the residuals, this can be remedied by using the Cochrane–Orcutt procedure. The Durbin–Watson statistic, while displayed by many regression...